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In page Bagpipes:

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Several authors identify the ancient Greek askaulos (ἀσκός askos – wine-skin, αὐλός aulos – reed pipe) with the bagpipe.[2] In the 2nd century AD, Suetonius described the Roman emperor Nero as a player of the tibia utricularis.[3] Dio Chrysostom wrote in the 1st century of a contemporary sovereign (possibly Nero) who could play a pipe (tibia, Roman reedpipes similar to Greek and Etruscan instruments) with his mouth as well as by tucking a bladder beneath his armpit.[4] Vereno suggests that such instruments, rather than being seen as an independent class, were understood as variants on mouth-blown instruments that used a bag as an alternative blowing aid and that it was not until drones were added in the European Medieval era that bagpipes were seen as a distinct class.[citation needed]